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Number Preference in Australian Stock Prices

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Author Info
Hristos Doucouliagos () (Deakin University)

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Abstract

Stock price rallies/declines often terminate at price levels that are interpreted by many as areas of psychological resistance or support, while an alternative interpretation is that they coincide with price clusters. Some of these price levels tend to repeat with a regularity that is inconsistent with mere chance. In this paper, the existence of price clusters and psychological barriers is tested on a sample of 20 Australian stocks. We consider two number sequences, both derived from a base number of 100, as well as integer price levels. It is shown that Australian stock price data are not uniformly distributed and that for the majority of the stocks, price swing highs and lows are associated with certain recurring price levels. Some of the implications for trading and investing are considered.

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File URL: http://www.deakin.edu.au/buslaw/aef/workingpapers/papers/swp2003_05.pdf
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Publisher Info
Paper provided by Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance in its series Economics Series with number 2003_05.

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Length: 25 pages
Date of creation: 29 Nov 2003
Date of revision:
Handle: RePEc:dkn:econwp:eco_2003_05

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  1. Victor Chow, K. & Denning, Karen C. & Ferris, Stephen & Noronha, Gregory, 1995. "Long-term and short-term price memory in the stock market," Economics Letters, Elsevier, vol. 49(3), pages 287-293, September. [Downloadable!] (restricted)
  2. Bong-Chan, Kho, 1996. "Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets," Journal of Financial Economics, Elsevier, vol. 41(2), pages 249-290, June. [Downloadable!] (restricted)
  3. Charles Kahn & George Pennacchi & Ben Sopranzetti, 1999. "Bank Deposit Rate Clustering: Theory and Empirical Evidence," Journal of Finance, American Finance Association, vol. 54(6), pages 2185-2214, December. [Downloadable!] (restricted)
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  4. Schindler, Robert M. & Wiman, Alan R., 1989. "Effects of odd pricing on price recall," Journal of Business Research, Elsevier, vol. 19(3), pages 165-177, November. [Downloadable!] (restricted)
  5. Allen, Franklin & Karjalainen, Risto, 1999. "Using genetic algorithms to find technical trading rules1," Journal of Financial Economics, Elsevier, vol. 51(2), pages 245-271, February. [Downloadable!] (restricted)
  6. Donaldson, R. Glen & Kim, Harold Y., 1993. "Price Barriers in the Dow Jones Industrial Average," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(03), pages 313-330, September. [Downloadable!]
  7. Henriksson, Roy D & Merton, Robert C, 1981. "On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills," Journal of Business, University of Chicago Press, vol. 54(4), pages 513-33, October. [Downloadable!] (restricted)
  8. Koedijk, Kees G. & Stork, Philip A., 1994. "Should we care? psychological barriers in stock markets," Economics Letters, Elsevier, vol. 44(4), pages 427-432, April. [Downloadable!] (restricted)
  9. LeBaron, Blake, 1999. "Technical trading rule profitability and foreign exchange intervention," Journal of International Economics, Elsevier, vol. 49(1), pages 125-143, October. [Downloadable!] (restricted)
  10. Ley, Eduardo & Varian, Hal R, 1994. "Are There Psychological Barriers in the Dow-Jones Index?," Applied Financial Economics, Taylor and Francis Journals, vol. 4(3), pages 217-24, June. [Downloadable!] (restricted)
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  11. Martin, Anna D., 2001. "Technical trading rules in the spot foreign exchange markets of developing countries," Journal of Multinational Financial Management, Elsevier, vol. 11(1), pages 59-68, February. [Downloadable!] (restricted)
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